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Year of publication
Subject
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Estimation theory 9 Schätztheorie 9 Time series analysis 6 Zeitreihenanalyse 6 Stochastic process 5 Stochastischer Prozess 5 Markov chain 3 Markov chain Monte Carlo 3 Markov-Kette 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Volatility 3 Volatilität 3 Bayes-Statistik 2 Bayesian inference 2 Einheitswurzeltest 2 Estimation 2 Modellierung 2 Regression analysis 2 Regressionsanalyse 2 Schätzung 2 Scientific modelling 2 Statistical theory 2 Statistische Methodenlehre 2 Theorie 2 Theory 2 Unit root test 2 latent variable 2 model selection 2 Akaike information criterion 1 Aktienindex 1 Analysis of variance 1 Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 Asymptotic deficiency 1 Asymptotic equivalence 1 Bayesian 1 Bias 1 Bootstrap approach 1
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Undetermined 11
Type of publication
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Article 11
Type of publication (narrower categories)
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Aufsatz im Buch 11 Book section 11
Language
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English 11
Author
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Phillips, Peter C. B. 2 Chen, Ye 1 Li, Yong 1 Liu, Cheng 1 Liu, Xiaobin 1 Lui, Yiu Lim 1 Shi, Shuping 1 Wang, Xiaohu 1 Xiao, Weilin 1 Zeng, Tao 1 Zhang, Xili 1 Zhang, Yonghui 1
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Financial econometrics : theory and applications 11
Source
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ECONIS (ZBW) 11
Showing 1 - 10 of 11
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Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B. - In: Financial econometrics : theory and applications, (pp. 3-29). 2025
Persistent link: https://www.econbiz.de/10015426480
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Econometric analysis of asset price bubbles
Shi, Shuping; Phillips, Peter C. B. - In: Financial econometrics : theory and applications, (pp. 30-59). 2025
Persistent link: https://www.econbiz.de/10015426481
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Factor-augmented regressions and their applications to financial markets : a selective review
Zhang, Yonghui - In: Financial econometrics : theory and applications, (pp. 60-94). 2025
Persistent link: https://www.econbiz.de/10015426485
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Finite sample theory in continuous-time models
Wang, Xiaohu - In: Financial econometrics : theory and applications, (pp. 97-131). 2025
Persistent link: https://www.econbiz.de/10015426487
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Infill asymptotic theory and applications in financial econometrics
Lui, Yiu Lim - In: Financial econometrics : theory and applications, (pp. 132-158). 2025
Persistent link: https://www.econbiz.de/10015426488
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Econometric analysis of nonstationary continuous-time models
Chen, Ye - In: Financial econometrics : theory and applications, (pp. 159-197). 2025
Persistent link: https://www.econbiz.de/10015426492
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Fractional Brownian motions in financial econometrics
Xiao, Weilin; Zhang, Xili - In: Financial econometrics : theory and applications, (pp. 198-234). 2025
Persistent link: https://www.econbiz.de/10015426497
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Methods for estimating discrete-time stochastic volatility models
Liu, Xiaobin - In: Financial econometrics : theory and applications, (pp. 271-305). 2025
Persistent link: https://www.econbiz.de/10015426500
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Hypothesis testing statistics based on posterior output with applications in financial econometrics
Li, Yong - In: Financial econometrics : theory and applications, (pp. 306-339). 2025
Persistent link: https://www.econbiz.de/10015426502
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Posterior-based specification testing and model selection
Zeng, Tao - In: Financial econometrics : theory and applications, (pp. 340-377). 2025
Persistent link: https://www.econbiz.de/10015426503
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